+45.0%
ADP vs SIRI
-44.1%
+89.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -5.7% | -3.9% | -1.8% | -5.3% |
| 30D | -3.1% | -0.8% | -2.3% | -3.1% |
| 3M | +15.6% | +4.3% | +11.3% | +15.1% |
| 6M | +20.8% | +34.1% | -13.3% | +17.2% |
| YTD | +4.7% | +47.3% | -42.6% | +0.6% |
| 1Y | -8.3% | +22.9% | -31.2% | -10.5% |
| 3Y | +13.6% | -24.6% | +38.1% | +13.3% |
| 5Y | +45.0% | -43.2% | +88.2% | +54.5% |
| All | +45.0% | -44.1% | +89.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling